CBOE: ITM · Real-Time Price · USD
45.56
0.01 (0.01%)
At close: Aug 15, 2025, 2:59 PM

ITM Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for ITM across all expirations is 891.92 shares per 1% move, with 911.73 from calls and 19.81 from puts. The put-call GEX ratio of 0.02 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness. The highest gamma concentration is at the Sep 19, 25 expiration with 397.59 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests potential support from positive gamma hedging flows.

ITM GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 417.4 -19.81 397.59 0.05
Oct 17, 25 0 0 0 n/a
Dec 19, 25 327.05 0 327.05 0.00
Jan 16, 26 0 0 0 n/a
Mar 20, 26 167.28 0 167.28 0.00
Dec 18, 26 0 0 0 n/a